Notes: Last modified 6/1/2012. Universe: Selected ETF's from Fidelity's List with at least 1-year of history. Non-traditional ETFs/ETNs/Holders are excluded. Strategy / Conditions: --------------------------------------------------------------------------------------- 1) Apply a mechanical trend analysis model for trading ETF's that outperforms a buy and hold strategy. 2) Each group Backtested with DAILY data. http://www.etfscreen.com3) The Regression Relative Strength (RRSx) is the Log-price regression SLOPE of each ETF, then Annualized. 4) The final sort is the Average of RRSx Ranks, where R6, R3, R2 or R1 are rankings of monthly lookback periods. 5) LRxx is the last price on Linear Regression Trend line - TREND(days). Buy/Sell price target determined by LRxx 6) Buy, Sell and HTD criteria are as noted. Set Trailing Stops @ ATR when Ranking status is HTD condition. 7) Go to cash when the specified number to hold are not available. 8) Standard Error (STEYX) included as a tie breaker. The larger the error the less reliable the trend. This can be caused by the changes in the prevailing trend within the specified number of periods. 9) Historic prices are Non-dividend adjusted values. ---------------------------------------------------------------------------------------